Senior Analytics Consultant - Valuation/Product control - Senior AVP

Job description

**About the Role** Senior Analytics consultant role is a derivative valuation specialist within the newly created enterprise-wide center of excellence group that will be responsible for ensuring accurate valuations of and performing validation processes for capital markets products. The team is responsible for the application of consistent price validation policies throughout the corporate wide derivative and cash population including Equity, Credit, Interest Rate, FX, Commodity and CVA. The position requires an in-depth understanding of valuation techniques, models and valuation inputs. The ideal candidate will possess strong analytical and quantitative skill sets. Individual will be expected to assist with problem identification and solutions, and share best practices. This role will be required to frequently interact with senior management, business unit leaders, and other business partners. The successful candidate will be a highly motivated team player and a self-starter who is accustomed to working in complex organizations, partnering with a diverse group of stakeholders, and achieving results. The candidate should be flexible, be able to withstand challenges and adapt accordingly. This is an exciting opportunity to help ensure high quality standards and compliance with the firms valuation and validation policies. This role requires a highly organized individual that is able to multi-task effectively and can quickly grasp complex instruments. Excellent planning and communication skills are required as this position needs to be highly skilled in anticipating and articulating issues and communicating those issues to various audiences within the organization. This role requires driving asset class specific initiatives and working with different stakeholder to support growing business needs and implement robust controls across the IPV process. **Responsibilities** - Ensuring accurate valuations and performing independent price verification processes for derivatives, with focus on Commodities derivatives - Review Bid Offer and Model Valuation Adjustment for derivative portfolio - Deep dive IPV results and assist trader with high quality commentary month on month basis - Meet deliverables while leveraging solid understanding of Fair Valuation policies, procedures, and compliance requirements - Interact with technology teams to streamline IPV processes - Interact with quants, traders, market risk and product control to lead various IPV projects - Resolve moderately complex issues independently - Lead projects, teams, or serve as a mentor for less experienced staff Market Skills **Essential Qualifications** - Bachelors/MBA in Finance, CFA/FRM/CQF - 8+ years of experience in one or a combination of the following: Valuations, analytics, financial modeling - Prior work experience; knowledge of capital markets products, preferably Commodities derivatives - Applied knowledge and understanding of derivatives valuation (preferably as used in Rates Derivatives) and building of interest rate curves - Experience in trading, valuing or price validating capital market instruments - Excellent verbal and written communication skills - Advanced Microsoft Office skills, SQL - Ability to organize and manage multiple priorities with challenging timelines - Ability to work effectively in a team environment and across all organizational levels, where flexibility, collaboration, and adaptability are important - Collaborate and consult with peers, colleagues, and mid-level managers to resolve issues and achieve goals **Other Desired Qualifications** - Prior working knowledge of one or more of the following: Calypso, Alteryx, Power BI, Tableau and Microsoft Powerpoint - Prior working knowledge of AI tools available in market - Applied knowledge and understanding of derivative products numerical solution methods such as binomial trees, Monte Carlo, and finite difference methods. - Previous experience with Market Risk, Product Control or Model Risk Management practices including Model Governance and/or Model Validation - Ability to collaborate with internal and external partners - Excellent communication skills; ability to clearly communicate with business partners, peers and senior management - Strong conceptual and quantitative problem solving skills; ability to provide credible challenge